/* glpapi01.c (problem creating and modifying routines) */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, * 2009, 2010 Andrew Makhorin, Department for Applied Informatics, * Moscow Aviation Institute, Moscow, Russia. All rights reserved. * E-mail: . * * GLPK is free software: you can redistribute it and/or modify it * under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * GLPK is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public * License for more details. * * You should have received a copy of the GNU General Public License * along with GLPK. If not, see . ***********************************************************************/ #include "glpios.h" /* CAUTION: DO NOT CHANGE THE LIMITS BELOW */ #define M_MAX 100000000 /* = 100*10^6 */ /* maximal number of rows in the problem object */ #define N_MAX 100000000 /* = 100*10^6 */ /* maximal number of columns in the problem object */ #define NNZ_MAX 500000000 /* = 500*10^6 */ /* maximal number of constraint coefficients in the problem object */ /*********************************************************************** * NAME * * glp_create_prob - create problem object * * SYNOPSIS * * glp_prob *glp_create_prob(void); * * DESCRIPTION * * The routine glp_create_prob creates a new problem object, which is * initially "empty", i.e. has no rows and columns. * * RETURNS * * The routine returns a pointer to the object created, which should be * used in any subsequent operations on this object. */ static void create_prob(glp_prob *lp) { lp->magic = GLP_PROB_MAGIC; lp->pool = dmp_create_pool(); #if 0 /* 17/XI-2009 */ lp->cps = xmalloc(sizeof(struct LPXCPS)); lpx_reset_parms(lp); #else lp->parms = NULL; #endif lp->tree = NULL; #if 0 lp->lwa = 0; lp->cwa = NULL; #endif /* LP/MIP data */ lp->name = NULL; lp->obj = NULL; lp->dir = GLP_MIN; lp->c0 = 0.0; lp->m_max = 100; lp->n_max = 200; lp->m = lp->n = 0; lp->nnz = 0; lp->row = xcalloc(1+lp->m_max, sizeof(GLPROW *)); lp->col = xcalloc(1+lp->n_max, sizeof(GLPCOL *)); lp->r_tree = lp->c_tree = NULL; /* basis factorization */ lp->valid = 0; lp->head = xcalloc(1+lp->m_max, sizeof(int)); lp->bfcp = NULL; lp->bfd = NULL; /* basic solution (LP) */ lp->pbs_stat = lp->dbs_stat = GLP_UNDEF; lp->obj_val = 0.0; lp->it_cnt = 0; lp->some = 0; /* interior-point solution (LP) */ lp->ipt_stat = GLP_UNDEF; lp->ipt_obj = 0.0; /* integer solution (MIP) */ lp->mip_stat = GLP_UNDEF; lp->mip_obj = 0.0; return; } glp_prob *glp_create_prob(void) { glp_prob *lp; lp = xmalloc(sizeof(glp_prob)); create_prob(lp); return lp; } /*********************************************************************** * NAME * * glp_set_prob_name - assign (change) problem name * * SYNOPSIS * * void glp_set_prob_name(glp_prob *lp, const char *name); * * DESCRIPTION * * The routine glp_set_prob_name assigns a given symbolic name (1 up to * 255 characters) to the specified problem object. * * If the parameter name is NULL or empty string, the routine erases an * existing symbolic name of the problem object. */ void glp_set_prob_name(glp_prob *lp, const char *name) { glp_tree *tree = lp->tree; if (tree != NULL && tree->reason != 0) xerror("glp_set_prob_name: operation not allowed\n"); if (lp->name != NULL) { dmp_free_atom(lp->pool, lp->name, strlen(lp->name)+1); lp->name = NULL; } if (!(name == NULL || name[0] == '\0')) { int k; for (k = 0; name[k] != '\0'; k++) { if (k == 256) xerror("glp_set_prob_name: problem name too long\n"); if (iscntrl((unsigned char)name[k])) xerror("glp_set_prob_name: problem name contains invalid" " character(s)\n"); } lp->name = dmp_get_atom(lp->pool, strlen(name)+1); strcpy(lp->name, name); } return; } /*********************************************************************** * NAME * * glp_set_obj_name - assign (change) objective function name * * SYNOPSIS * * void glp_set_obj_name(glp_prob *lp, const char *name); * * DESCRIPTION * * The routine glp_set_obj_name assigns a given symbolic name (1 up to * 255 characters) to the objective function of the specified problem * object. * * If the parameter name is NULL or empty string, the routine erases an * existing name of the objective function. */ void glp_set_obj_name(glp_prob *lp, const char *name) { glp_tree *tree = lp->tree; if (tree != NULL && tree->reason != 0) xerror("glp_set_obj_name: operation not allowed\n"); if (lp->obj != NULL) { dmp_free_atom(lp->pool, lp->obj, strlen(lp->obj)+1); lp->obj = NULL; } if (!(name == NULL || name[0] == '\0')) { int k; for (k = 0; name[k] != '\0'; k++) { if (k == 256) xerror("glp_set_obj_name: objective name too long\n"); if (iscntrl((unsigned char)name[k])) xerror("glp_set_obj_name: objective name contains invali" "d character(s)\n"); } lp->obj = dmp_get_atom(lp->pool, strlen(name)+1); strcpy(lp->obj, name); } return; } /*********************************************************************** * NAME * * glp_set_obj_dir - set (change) optimization direction flag * * SYNOPSIS * * void glp_set_obj_dir(glp_prob *lp, int dir); * * DESCRIPTION * * The routine glp_set_obj_dir sets (changes) optimization direction * flag (i.e. "sense" of the objective function) as specified by the * parameter dir: * * GLP_MIN - minimization; * GLP_MAX - maximization. */ void glp_set_obj_dir(glp_prob *lp, int dir) { glp_tree *tree = lp->tree; if (tree != NULL && tree->reason != 0) xerror("glp_set_obj_dir: operation not allowed\n"); if (!(dir == GLP_MIN || dir == GLP_MAX)) xerror("glp_set_obj_dir: dir = %d; invalid direction flag\n", dir); lp->dir = dir; return; } /*********************************************************************** * NAME * * glp_add_rows - add new rows to problem object * * SYNOPSIS * * int glp_add_rows(glp_prob *lp, int nrs); * * DESCRIPTION * * The routine glp_add_rows adds nrs rows (constraints) to the specified * problem object. New rows are always added to the end of the row list, * so the ordinal numbers of existing rows remain unchanged. * * Being added each new row is initially free (unbounded) and has empty * list of the constraint coefficients. * * RETURNS * * The routine glp_add_rows returns the ordinal number of the first new * row added to the problem object. */ int glp_add_rows(glp_prob *lp, int nrs) { glp_tree *tree = lp->tree; GLPROW *row; int m_new, i; /* determine new number of rows */ if (nrs < 1) xerror("glp_add_rows: nrs = %d; invalid number of rows\n", nrs); if (nrs > M_MAX - lp->m) xerror("glp_add_rows: nrs = %d; too many rows\n", nrs); m_new = lp->m + nrs; /* increase the room, if necessary */ if (lp->m_max < m_new) { GLPROW **save = lp->row; while (lp->m_max < m_new) { lp->m_max += lp->m_max; xassert(lp->m_max > 0); } lp->row = xcalloc(1+lp->m_max, sizeof(GLPROW *)); memcpy(&lp->row[1], &save[1], lp->m * sizeof(GLPROW *)); xfree(save); /* do not forget about the basis header */ xfree(lp->head); lp->head = xcalloc(1+lp->m_max, sizeof(int)); } /* add new rows to the end of the row list */ for (i = lp->m+1; i <= m_new; i++) { /* create row descriptor */ lp->row[i] = row = dmp_get_atom(lp->pool, sizeof(GLPROW)); row->i = i; row->name = NULL; row->node = NULL; #if 1 /* 20/IX-2008 */ row->level = 0; row->origin = 0; row->klass = 0; if (tree != NULL) { switch (tree->reason) { case 0: break; case GLP_IROWGEN: xassert(tree->curr != NULL); row->level = tree->curr->level; row->origin = GLP_RF_LAZY; break; case GLP_ICUTGEN: xassert(tree->curr != NULL); row->level = tree->curr->level; row->origin = GLP_RF_CUT; break; default: xassert(tree != tree); } } #endif row->type = GLP_FR; row->lb = row->ub = 0.0; row->ptr = NULL; row->rii = 1.0; row->stat = GLP_BS; #if 0 row->bind = -1; #else row->bind = 0; #endif row->prim = row->dual = 0.0; row->pval = row->dval = 0.0; row->mipx = 0.0; } /* set new number of rows */ lp->m = m_new; /* invalidate the basis factorization */ lp->valid = 0; #if 1 if (tree != NULL && tree->reason != 0) tree->reopt = 1; #endif /* return the ordinal number of the first row added */ return m_new - nrs + 1; } /*********************************************************************** * NAME * * glp_add_cols - add new columns to problem object * * SYNOPSIS * * int glp_add_cols(glp_prob *lp, int ncs); * * DESCRIPTION * * The routine glp_add_cols adds ncs columns (structural variables) to * the specified problem object. New columns are always added to the end * of the column list, so the ordinal numbers of existing columns remain * unchanged. * * Being added each new column is initially fixed at zero and has empty * list of the constraint coefficients. * * RETURNS * * The routine glp_add_cols returns the ordinal number of the first new * column added to the problem object. */ int glp_add_cols(glp_prob *lp, int ncs) { glp_tree *tree = lp->tree; GLPCOL *col; int n_new, j; if (tree != NULL && tree->reason != 0) xerror("glp_add_cols: operation not allowed\n"); /* determine new number of columns */ if (ncs < 1) xerror("glp_add_cols: ncs = %d; invalid number of columns\n", ncs); if (ncs > N_MAX - lp->n) xerror("glp_add_cols: ncs = %d; too many columns\n", ncs); n_new = lp->n + ncs; /* increase the room, if necessary */ if (lp->n_max < n_new) { GLPCOL **save = lp->col; while (lp->n_max < n_new) { lp->n_max += lp->n_max; xassert(lp->n_max > 0); } lp->col = xcalloc(1+lp->n_max, sizeof(GLPCOL *)); memcpy(&lp->col[1], &save[1], lp->n * sizeof(GLPCOL *)); xfree(save); } /* add new columns to the end of the column list */ for (j = lp->n+1; j <= n_new; j++) { /* create column descriptor */ lp->col[j] = col = dmp_get_atom(lp->pool, sizeof(GLPCOL)); col->j = j; col->name = NULL; col->node = NULL; col->kind = GLP_CV; col->type = GLP_FX; col->lb = col->ub = 0.0; col->coef = 0.0; col->ptr = NULL; col->sjj = 1.0; col->stat = GLP_NS; #if 0 col->bind = -1; #else col->bind = 0; /* the basis may remain valid */ #endif col->prim = col->dual = 0.0; col->pval = col->dval = 0.0; col->mipx = 0.0; } /* set new number of columns */ lp->n = n_new; /* return the ordinal number of the first column added */ return n_new - ncs + 1; } /*********************************************************************** * NAME * * glp_set_row_name - assign (change) row name * * SYNOPSIS * * void glp_set_row_name(glp_prob *lp, int i, const char *name); * * DESCRIPTION * * The routine glp_set_row_name assigns a given symbolic name (1 up to * 255 characters) to i-th row (auxiliary variable) of the specified * problem object. * * If the parameter name is NULL or empty string, the routine erases an * existing name of i-th row. */ void glp_set_row_name(glp_prob *lp, int i, const char *name) { glp_tree *tree = lp->tree; GLPROW *row; if (!(1 <= i && i <= lp->m)) xerror("glp_set_row_name: i = %d; row number out of range\n", i); row = lp->row[i]; if (tree != NULL && tree->reason != 0) { xassert(tree->curr != NULL); xassert(row->level == tree->curr->level); } if (row->name != NULL) { if (row->node != NULL) { xassert(lp->r_tree != NULL); avl_delete_node(lp->r_tree, row->node); row->node = NULL; } dmp_free_atom(lp->pool, row->name, strlen(row->name)+1); row->name = NULL; } if (!(name == NULL || name[0] == '\0')) { int k; for (k = 0; name[k] != '\0'; k++) { if (k == 256) xerror("glp_set_row_name: i = %d; row name too long\n", i); if (iscntrl((unsigned char)name[k])) xerror("glp_set_row_name: i = %d: row name contains inva" "lid character(s)\n", i); } row->name = dmp_get_atom(lp->pool, strlen(name)+1); strcpy(row->name, name); if (lp->r_tree != NULL) { xassert(row->node == NULL); row->node = avl_insert_node(lp->r_tree, row->name); avl_set_node_link(row->node, row); } } return; } /*********************************************************************** * NAME * * glp_set_col_name - assign (change) column name * * SYNOPSIS * * void glp_set_col_name(glp_prob *lp, int j, const char *name); * * DESCRIPTION * * The routine glp_set_col_name assigns a given symbolic name (1 up to * 255 characters) to j-th column (structural variable) of the specified * problem object. * * If the parameter name is NULL or empty string, the routine erases an * existing name of j-th column. */ void glp_set_col_name(glp_prob *lp, int j, const char *name) { glp_tree *tree = lp->tree; GLPCOL *col; if (tree != NULL && tree->reason != 0) xerror("glp_set_col_name: operation not allowed\n"); if (!(1 <= j && j <= lp->n)) xerror("glp_set_col_name: j = %d; column number out of range\n" , j); col = lp->col[j]; if (col->name != NULL) { if (col->node != NULL) { xassert(lp->c_tree != NULL); avl_delete_node(lp->c_tree, col->node); col->node = NULL; } dmp_free_atom(lp->pool, col->name, strlen(col->name)+1); col->name = NULL; } if (!(name == NULL || name[0] == '\0')) { int k; for (k = 0; name[k] != '\0'; k++) { if (k == 256) xerror("glp_set_col_name: j = %d; column name too long\n" , j); if (iscntrl((unsigned char)name[k])) xerror("glp_set_col_name: j = %d: column name contains i" "nvalid character(s)\n", j); } col->name = dmp_get_atom(lp->pool, strlen(name)+1); strcpy(col->name, name); if (lp->c_tree != NULL && col->name != NULL) { xassert(col->node == NULL); col->node = avl_insert_node(lp->c_tree, col->name); avl_set_node_link(col->node, col); } } return; } /*********************************************************************** * NAME * * glp_set_row_bnds - set (change) row bounds * * SYNOPSIS * * void glp_set_row_bnds(glp_prob *lp, int i, int type, double lb, * double ub); * * DESCRIPTION * * The routine glp_set_row_bnds sets (changes) the type and bounds of * i-th row (auxiliary variable) of the specified problem object. * * Parameters type, lb, and ub specify the type, lower bound, and upper * bound, respectively, as follows: * * Type Bounds Comments * ------------------------------------------------------ * GLP_FR -inf < x < +inf Free variable * GLP_LO lb <= x < +inf Variable with lower bound * GLP_UP -inf < x <= ub Variable with upper bound * GLP_DB lb <= x <= ub Double-bounded variable * GLP_FX x = lb Fixed variable * * where x is the auxiliary variable associated with i-th row. * * If the row has no lower bound, the parameter lb is ignored. If the * row has no upper bound, the parameter ub is ignored. If the row is * an equality constraint (i.e. the corresponding auxiliary variable is * of fixed type), only the parameter lb is used while the parameter ub * is ignored. */ void glp_set_row_bnds(glp_prob *lp, int i, int type, double lb, double ub) { GLPROW *row; if (!(1 <= i && i <= lp->m)) xerror("glp_set_row_bnds: i = %d; row number out of range\n", i); row = lp->row[i]; row->type = type; switch (type) { case GLP_FR: row->lb = row->ub = 0.0; if (row->stat != GLP_BS) row->stat = GLP_NF; break; case GLP_LO: row->lb = lb, row->ub = 0.0; if (row->stat != GLP_BS) row->stat = GLP_NL; break; case GLP_UP: row->lb = 0.0, row->ub = ub; if (row->stat != GLP_BS) row->stat = GLP_NU; break; case GLP_DB: row->lb = lb, row->ub = ub; if (!(row->stat == GLP_BS || row->stat == GLP_NL || row->stat == GLP_NU)) row->stat = (fabs(lb) <= fabs(ub) ? GLP_NL : GLP_NU); break; case GLP_FX: row->lb = row->ub = lb; if (row->stat != GLP_BS) row->stat = GLP_NS; break; default: xerror("glp_set_row_bnds: i = %d; type = %d; invalid row ty" "pe\n", i, type); } return; } /*********************************************************************** * NAME * * glp_set_col_bnds - set (change) column bounds * * SYNOPSIS * * void glp_set_col_bnds(glp_prob *lp, int j, int type, double lb, * double ub); * * DESCRIPTION * * The routine glp_set_col_bnds sets (changes) the type and bounds of * j-th column (structural variable) of the specified problem object. * * Parameters type, lb, and ub specify the type, lower bound, and upper * bound, respectively, as follows: * * Type Bounds Comments * ------------------------------------------------------ * GLP_FR -inf < x < +inf Free variable * GLP_LO lb <= x < +inf Variable with lower bound * GLP_UP -inf < x <= ub Variable with upper bound * GLP_DB lb <= x <= ub Double-bounded variable * GLP_FX x = lb Fixed variable * * where x is the structural variable associated with j-th column. * * If the column has no lower bound, the parameter lb is ignored. If the * column has no upper bound, the parameter ub is ignored. If the column * is of fixed type, only the parameter lb is used while the parameter * ub is ignored. */ void glp_set_col_bnds(glp_prob *lp, int j, int type, double lb, double ub) { GLPCOL *col; if (!(1 <= j && j <= lp->n)) xerror("glp_set_col_bnds: j = %d; column number out of range\n" , j); col = lp->col[j]; col->type = type; switch (type) { case GLP_FR: col->lb = col->ub = 0.0; if (col->stat != GLP_BS) col->stat = GLP_NF; break; case GLP_LO: col->lb = lb, col->ub = 0.0; if (col->stat != GLP_BS) col->stat = GLP_NL; break; case GLP_UP: col->lb = 0.0, col->ub = ub; if (col->stat != GLP_BS) col->stat = GLP_NU; break; case GLP_DB: col->lb = lb, col->ub = ub; if (!(col->stat == GLP_BS || col->stat == GLP_NL || col->stat == GLP_NU)) col->stat = (fabs(lb) <= fabs(ub) ? GLP_NL : GLP_NU); break; case GLP_FX: col->lb = col->ub = lb; if (col->stat != GLP_BS) col->stat = GLP_NS; break; default: xerror("glp_set_col_bnds: j = %d; type = %d; invalid column" " type\n", j, type); } return; } /*********************************************************************** * NAME * * glp_set_obj_coef - set (change) obj. coefficient or constant term * * SYNOPSIS * * void glp_set_obj_coef(glp_prob *lp, int j, double coef); * * DESCRIPTION * * The routine glp_set_obj_coef sets (changes) objective coefficient at * j-th column (structural variable) of the specified problem object. * * If the parameter j is 0, the routine sets (changes) the constant term * ("shift") of the objective function. */ void glp_set_obj_coef(glp_prob *lp, int j, double coef) { glp_tree *tree = lp->tree; if (tree != NULL && tree->reason != 0) xerror("glp_set_obj_coef: operation not allowed\n"); if (!(0 <= j && j <= lp->n)) xerror("glp_set_obj_coef: j = %d; column number out of range\n" , j); if (j == 0) lp->c0 = coef; else lp->col[j]->coef = coef; return; } /*********************************************************************** * NAME * * glp_set_mat_row - set (replace) row of the constraint matrix * * SYNOPSIS * * void glp_set_mat_row(glp_prob *lp, int i, int len, const int ind[], * const double val[]); * * DESCRIPTION * * The routine glp_set_mat_row stores (replaces) the contents of i-th * row of the constraint matrix of the specified problem object. * * Column indices and numeric values of new row elements must be placed * in locations ind[1], ..., ind[len] and val[1], ..., val[len], where * 0 <= len <= n is the new length of i-th row, n is the current number * of columns in the problem object. Elements with identical column * indices are not allowed. Zero elements are allowed, but they are not * stored in the constraint matrix. * * If the parameter len is zero, the parameters ind and/or val can be * specified as NULL. */ void glp_set_mat_row(glp_prob *lp, int i, int len, const int ind[], const double val[]) { glp_tree *tree = lp->tree; GLPROW *row; GLPCOL *col; GLPAIJ *aij, *next; int j, k; /* obtain pointer to i-th row */ if (!(1 <= i && i <= lp->m)) xerror("glp_set_mat_row: i = %d; row number out of range\n", i); row = lp->row[i]; if (tree != NULL && tree->reason != 0) { xassert(tree->curr != NULL); xassert(row->level == tree->curr->level); } /* remove all existing elements from i-th row */ while (row->ptr != NULL) { /* take next element in the row */ aij = row->ptr; /* remove the element from the row list */ row->ptr = aij->r_next; /* obtain pointer to corresponding column */ col = aij->col; /* remove the element from the column list */ if (aij->c_prev == NULL) col->ptr = aij->c_next; else aij->c_prev->c_next = aij->c_next; if (aij->c_next == NULL) ; else aij->c_next->c_prev = aij->c_prev; /* return the element to the memory pool */ dmp_free_atom(lp->pool, aij, sizeof(GLPAIJ)), lp->nnz--; /* if the corresponding column is basic, invalidate the basis factorization */ if (col->stat == GLP_BS) lp->valid = 0; } /* store new contents of i-th row */ if (!(0 <= len && len <= lp->n)) xerror("glp_set_mat_row: i = %d; len = %d; invalid row length " "\n", i, len); if (len > NNZ_MAX - lp->nnz) xerror("glp_set_mat_row: i = %d; len = %d; too many constraint" " coefficients\n", i, len); for (k = 1; k <= len; k++) { /* take number j of corresponding column */ j = ind[k]; /* obtain pointer to j-th column */ if (!(1 <= j && j <= lp->n)) xerror("glp_set_mat_row: i = %d; ind[%d] = %d; column index" " out of range\n", i, k, j); col = lp->col[j]; /* if there is element with the same column index, it can only be found in the beginning of j-th column list */ if (col->ptr != NULL && col->ptr->row->i == i) xerror("glp_set_mat_row: i = %d; ind[%d] = %d; duplicate co" "lumn indices not allowed\n", i, k, j); /* create new element */ aij = dmp_get_atom(lp->pool, sizeof(GLPAIJ)), lp->nnz++; aij->row = row; aij->col = col; aij->val = val[k]; /* add the new element to the beginning of i-th row and j-th column lists */ aij->r_prev = NULL; aij->r_next = row->ptr; aij->c_prev = NULL; aij->c_next = col->ptr; if (aij->r_next != NULL) aij->r_next->r_prev = aij; if (aij->c_next != NULL) aij->c_next->c_prev = aij; row->ptr = col->ptr = aij; /* if the corresponding column is basic, invalidate the basis factorization */ if (col->stat == GLP_BS && aij->val != 0.0) lp->valid = 0; } /* remove zero elements from i-th row */ for (aij = row->ptr; aij != NULL; aij = next) { next = aij->r_next; if (aij->val == 0.0) { /* remove the element from the row list */ if (aij->r_prev == NULL) row->ptr = next; else aij->r_prev->r_next = next; if (next == NULL) ; else next->r_prev = aij->r_prev; /* remove the element from the column list */ xassert(aij->c_prev == NULL); aij->col->ptr = aij->c_next; if (aij->c_next != NULL) aij->c_next->c_prev = NULL; /* return the element to the memory pool */ dmp_free_atom(lp->pool, aij, sizeof(GLPAIJ)), lp->nnz--; } } return; } /*********************************************************************** * NAME * * glp_set_mat_col - set (replace) column of the constraint matrix * * SYNOPSIS * * void glp_set_mat_col(glp_prob *lp, int j, int len, const int ind[], * const double val[]); * * DESCRIPTION * * The routine glp_set_mat_col stores (replaces) the contents of j-th * column of the constraint matrix of the specified problem object. * * Row indices and numeric values of new column elements must be placed * in locations ind[1], ..., ind[len] and val[1], ..., val[len], where * 0 <= len <= m is the new length of j-th column, m is the current * number of rows in the problem object. Elements with identical column * indices are not allowed. Zero elements are allowed, but they are not * stored in the constraint matrix. * * If the parameter len is zero, the parameters ind and/or val can be * specified as NULL. */ void glp_set_mat_col(glp_prob *lp, int j, int len, const int ind[], const double val[]) { glp_tree *tree = lp->tree; GLPROW *row; GLPCOL *col; GLPAIJ *aij, *next; int i, k; if (tree != NULL && tree->reason != 0) xerror("glp_set_mat_col: operation not allowed\n"); /* obtain pointer to j-th column */ if (!(1 <= j && j <= lp->n)) xerror("glp_set_mat_col: j = %d; column number out of range\n", j); col = lp->col[j]; /* remove all existing elements from j-th column */ while (col->ptr != NULL) { /* take next element in the column */ aij = col->ptr; /* remove the element from the column list */ col->ptr = aij->c_next; /* obtain pointer to corresponding row */ row = aij->row; /* remove the element from the row list */ if (aij->r_prev == NULL) row->ptr = aij->r_next; else aij->r_prev->r_next = aij->r_next; if (aij->r_next == NULL) ; else aij->r_next->r_prev = aij->r_prev; /* return the element to the memory pool */ dmp_free_atom(lp->pool, aij, sizeof(GLPAIJ)), lp->nnz--; } /* store new contents of j-th column */ if (!(0 <= len && len <= lp->m)) xerror("glp_set_mat_col: j = %d; len = %d; invalid column leng" "th\n", j, len); if (len > NNZ_MAX - lp->nnz) xerror("glp_set_mat_col: j = %d; len = %d; too many constraint" " coefficients\n", j, len); for (k = 1; k <= len; k++) { /* take number i of corresponding row */ i = ind[k]; /* obtain pointer to i-th row */ if (!(1 <= i && i <= lp->m)) xerror("glp_set_mat_col: j = %d; ind[%d] = %d; row index ou" "t of range\n", j, k, i); row = lp->row[i]; /* if there is element with the same row index, it can only be found in the beginning of i-th row list */ if (row->ptr != NULL && row->ptr->col->j == j) xerror("glp_set_mat_col: j = %d; ind[%d] = %d; duplicate ro" "w indices not allowed\n", j, k, i); /* create new element */ aij = dmp_get_atom(lp->pool, sizeof(GLPAIJ)), lp->nnz++; aij->row = row; aij->col = col; aij->val = val[k]; /* add the new element to the beginning of i-th row and j-th column lists */ aij->r_prev = NULL; aij->r_next = row->ptr; aij->c_prev = NULL; aij->c_next = col->ptr; if (aij->r_next != NULL) aij->r_next->r_prev = aij; if (aij->c_next != NULL) aij->c_next->c_prev = aij; row->ptr = col->ptr = aij; } /* remove zero elements from j-th column */ for (aij = col->ptr; aij != NULL; aij = next) { next = aij->c_next; if (aij->val == 0.0) { /* remove the element from the row list */ xassert(aij->r_prev == NULL); aij->row->ptr = aij->r_next; if (aij->r_next != NULL) aij->r_next->r_prev = NULL; /* remove the element from the column list */ if (aij->c_prev == NULL) col->ptr = next; else aij->c_prev->c_next = next; if (next == NULL) ; else next->c_prev = aij->c_prev; /* return the element to the memory pool */ dmp_free_atom(lp->pool, aij, sizeof(GLPAIJ)), lp->nnz--; } } /* if j-th column is basic, invalidate the basis factorization */ if (col->stat == GLP_BS) lp->valid = 0; return; } /*********************************************************************** * NAME * * glp_load_matrix - load (replace) the whole constraint matrix * * SYNOPSIS * * void glp_load_matrix(glp_prob *lp, int ne, const int ia[], * const int ja[], const double ar[]); * * DESCRIPTION * * The routine glp_load_matrix loads the constraint matrix passed in * the arrays ia, ja, and ar into the specified problem object. Before * loading the current contents of the constraint matrix is destroyed. * * Constraint coefficients (elements of the constraint matrix) must be * specified as triplets (ia[k], ja[k], ar[k]) for k = 1, ..., ne, * where ia[k] is the row index, ja[k] is the column index, ar[k] is a * numeric value of corresponding constraint coefficient. The parameter * ne specifies the total number of (non-zero) elements in the matrix * to be loaded. Coefficients with identical indices are not allowed. * Zero coefficients are allowed, however, they are not stored in the * constraint matrix. * * If the parameter ne is zero, the parameters ia, ja, and ar can be * specified as NULL. */ void glp_load_matrix(glp_prob *lp, int ne, const int ia[], const int ja[], const double ar[]) { glp_tree *tree = lp->tree; GLPROW *row; GLPCOL *col; GLPAIJ *aij, *next; int i, j, k; if (tree != NULL && tree->reason != 0) xerror("glp_load_matrix: operation not allowed\n"); /* clear the constraint matrix */ for (i = 1; i <= lp->m; i++) { row = lp->row[i]; while (row->ptr != NULL) { aij = row->ptr; row->ptr = aij->r_next; dmp_free_atom(lp->pool, aij, sizeof(GLPAIJ)), lp->nnz--; } } xassert(lp->nnz == 0); for (j = 1; j <= lp->n; j++) lp->col[j]->ptr = NULL; /* load the new contents of the constraint matrix and build its row lists */ if (ne < 0) xerror("glp_load_matrix: ne = %d; invalid number of constraint" " coefficients\n", ne); if (ne > NNZ_MAX) xerror("glp_load_matrix: ne = %d; too many constraint coeffici" "ents\n", ne); for (k = 1; k <= ne; k++) { /* take indices of new element */ i = ia[k], j = ja[k]; /* obtain pointer to i-th row */ if (!(1 <= i && i <= lp->m)) xerror("glp_load_matrix: ia[%d] = %d; row index out of rang" "e\n", k, i); row = lp->row[i]; /* obtain pointer to j-th column */ if (!(1 <= j && j <= lp->n)) xerror("glp_load_matrix: ja[%d] = %d; column index out of r" "ange\n", k, j); col = lp->col[j]; /* create new element */ aij = dmp_get_atom(lp->pool, sizeof(GLPAIJ)), lp->nnz++; aij->row = row; aij->col = col; aij->val = ar[k]; /* add the new element to the beginning of i-th row list */ aij->r_prev = NULL; aij->r_next = row->ptr; if (aij->r_next != NULL) aij->r_next->r_prev = aij; row->ptr = aij; } xassert(lp->nnz == ne); /* build column lists of the constraint matrix and check elements with identical indices */ for (i = 1; i <= lp->m; i++) { for (aij = lp->row[i]->ptr; aij != NULL; aij = aij->r_next) { /* obtain pointer to corresponding column */ col = aij->col; /* if there is element with identical indices, it can only be found in the beginning of j-th column list */ if (col->ptr != NULL && col->ptr->row->i == i) { for (k = 1; k <= ne; k++) if (ia[k] == i && ja[k] == col->j) break; xerror("glp_load_mat: ia[%d] = %d; ja[%d] = %d; duplicat" "e indices not allowed\n", k, i, k, col->j); } /* add the element to the beginning of j-th column list */ aij->c_prev = NULL; aij->c_next = col->ptr; if (aij->c_next != NULL) aij->c_next->c_prev = aij; col->ptr = aij; } } /* remove zero elements from the constraint matrix */ for (i = 1; i <= lp->m; i++) { row = lp->row[i]; for (aij = row->ptr; aij != NULL; aij = next) { next = aij->r_next; if (aij->val == 0.0) { /* remove the element from the row list */ if (aij->r_prev == NULL) row->ptr = next; else aij->r_prev->r_next = next; if (next == NULL) ; else next->r_prev = aij->r_prev; /* remove the element from the column list */ if (aij->c_prev == NULL) aij->col->ptr = aij->c_next; else aij->c_prev->c_next = aij->c_next; if (aij->c_next == NULL) ; else aij->c_next->c_prev = aij->c_prev; /* return the element to the memory pool */ dmp_free_atom(lp->pool, aij, sizeof(GLPAIJ)), lp->nnz--; } } } /* invalidate the basis factorization */ lp->valid = 0; return; } /*********************************************************************** * NAME * * glp_check_dup - check for duplicate elements in sparse matrix * * SYNOPSIS * * int glp_check_dup(int m, int n, int ne, const int ia[], * const int ja[]); * * DESCRIPTION * * The routine glp_check_dup checks for duplicate elements (that is, * elements with identical indices) in a sparse matrix specified in the * coordinate format. * * The parameters m and n specifies, respectively, the number of rows * and columns in the matrix, m >= 0, n >= 0. * * The parameter ne specifies the number of (structurally) non-zero * elements in the matrix, ne >= 0. * * Elements of the matrix are specified as doublets (ia[k],ja[k]) for * k = 1,...,ne, where ia[k] is a row index, ja[k] is a column index. * * The routine glp_check_dup can be used prior to a call to the routine * glp_load_matrix to check that the constraint matrix to be loaded has * no duplicate elements. * * RETURNS * * The routine glp_check_dup returns one of the following values: * * 0 - the matrix has no duplicate elements; * * -k - indices ia[k] or/and ja[k] are out of range; * * +k - element (ia[k],ja[k]) is duplicate. */ int glp_check_dup(int m, int n, int ne, const int ia[], const int ja[]) { int i, j, k, *ptr, *next, ret; char *flag; if (m < 0) xerror("glp_check_dup: m = %d; invalid parameter\n"); if (n < 0) xerror("glp_check_dup: n = %d; invalid parameter\n"); if (ne < 0) xerror("glp_check_dup: ne = %d; invalid parameter\n"); if (ne > 0 && ia == NULL) xerror("glp_check_dup: ia = %p; invalid parameter\n", ia); if (ne > 0 && ja == NULL) xerror("glp_check_dup: ja = %p; invalid parameter\n", ja); for (k = 1; k <= ne; k++) { i = ia[k], j = ja[k]; if (!(1 <= i && i <= m && 1 <= j && j <= n)) { ret = -k; goto done; } } if (m == 0 || n == 0) { ret = 0; goto done; } /* allocate working arrays */ ptr = xcalloc(1+m, sizeof(int)); next = xcalloc(1+ne, sizeof(int)); flag = xcalloc(1+n, sizeof(char)); /* build row lists */ for (i = 1; i <= m; i++) ptr[i] = 0; for (k = 1; k <= ne; k++) { i = ia[k]; next[k] = ptr[i]; ptr[i] = k; } /* clear column flags */ for (j = 1; j <= n; j++) flag[j] = 0; /* check for duplicate elements */ for (i = 1; i <= m; i++) { for (k = ptr[i]; k != 0; k = next[k]) { j = ja[k]; if (flag[j]) { /* find first element (i,j) */ for (k = 1; k <= ne; k++) if (ia[k] == i && ja[k] == j) break; xassert(k <= ne); /* find next (duplicate) element (i,j) */ for (k++; k <= ne; k++) if (ia[k] == i && ja[k] == j) break; xassert(k <= ne); ret = +k; goto skip; } flag[j] = 1; } /* clear column flags */ for (k = ptr[i]; k != 0; k = next[k]) flag[ja[k]] = 0; } /* no duplicate element found */ ret = 0; skip: /* free working arrays */ xfree(ptr); xfree(next); xfree(flag); done: return ret; } /*********************************************************************** * NAME * * glp_sort_matrix - sort elements of the constraint matrix * * SYNOPSIS * * void glp_sort_matrix(glp_prob *P); * * DESCRIPTION * * The routine glp_sort_matrix sorts elements of the constraint matrix * rebuilding its row and column linked lists. On exit from the routine * the constraint matrix is not changed, however, elements in the row * linked lists become ordered by ascending column indices, and the * elements in the column linked lists become ordered by ascending row * indices. */ void glp_sort_matrix(glp_prob *P) { GLPAIJ *aij; int i, j; if (P == NULL || P->magic != GLP_PROB_MAGIC) xerror("glp_sort_matrix: P = %p; invalid problem object\n", P); /* rebuild row linked lists */ for (i = P->m; i >= 1; i--) P->row[i]->ptr = NULL; for (j = P->n; j >= 1; j--) { for (aij = P->col[j]->ptr; aij != NULL; aij = aij->c_next) { i = aij->row->i; aij->r_prev = NULL; aij->r_next = P->row[i]->ptr; if (aij->r_next != NULL) aij->r_next->r_prev = aij; P->row[i]->ptr = aij; } } /* rebuild column linked lists */ for (j = P->n; j >= 1; j--) P->col[j]->ptr = NULL; for (i = P->m; i >= 1; i--) { for (aij = P->row[i]->ptr; aij != NULL; aij = aij->r_next) { j = aij->col->j; aij->c_prev = NULL; aij->c_next = P->col[j]->ptr; if (aij->c_next != NULL) aij->c_next->c_prev = aij; P->col[j]->ptr = aij; } } return; } /*********************************************************************** * NAME * * glp_del_rows - delete rows from problem object * * SYNOPSIS * * void glp_del_rows(glp_prob *lp, int nrs, const int num[]); * * DESCRIPTION * * The routine glp_del_rows deletes rows from the specified problem * object. Ordinal numbers of rows to be deleted should be placed in * locations num[1], ..., num[nrs], where nrs > 0. * * Note that deleting rows involves changing ordinal numbers of other * rows remaining in the problem object. New ordinal numbers of the * remaining rows are assigned under the assumption that the original * order of rows is not changed. */ void glp_del_rows(glp_prob *lp, int nrs, const int num[]) { glp_tree *tree = lp->tree; GLPROW *row; int i, k, m_new; /* mark rows to be deleted */ if (!(1 <= nrs && nrs <= lp->m)) xerror("glp_del_rows: nrs = %d; invalid number of rows\n", nrs); for (k = 1; k <= nrs; k++) { /* take the number of row to be deleted */ i = num[k]; /* obtain pointer to i-th row */ if (!(1 <= i && i <= lp->m)) xerror("glp_del_rows: num[%d] = %d; row number out of range" "\n", k, i); row = lp->row[i]; if (tree != NULL && tree->reason != 0) { if (!(tree->reason == GLP_IROWGEN || tree->reason == GLP_ICUTGEN)) xerror("glp_del_rows: operation not allowed\n"); xassert(tree->curr != NULL); if (row->level != tree->curr->level) xerror("glp_del_rows: num[%d] = %d; invalid attempt to d" "elete row created not in current subproblem\n", k,i); if (row->stat != GLP_BS) xerror("glp_del_rows: num[%d] = %d; invalid attempt to d" "elete active row (constraint)\n", k, i); tree->reinv = 1; } /* check that the row is not marked yet */ if (row->i == 0) xerror("glp_del_rows: num[%d] = %d; duplicate row numbers n" "ot allowed\n", k, i); /* erase symbolic name assigned to the row */ glp_set_row_name(lp, i, NULL); xassert(row->node == NULL); /* erase corresponding row of the constraint matrix */ glp_set_mat_row(lp, i, 0, NULL, NULL); xassert(row->ptr == NULL); /* mark the row to be deleted */ row->i = 0; } /* delete all marked rows from the row list */ m_new = 0; for (i = 1; i <= lp->m; i++) { /* obtain pointer to i-th row */ row = lp->row[i]; /* check if the row is marked */ if (row->i == 0) { /* it is marked, delete it */ dmp_free_atom(lp->pool, row, sizeof(GLPROW)); } else { /* it is not marked; keep it */ row->i = ++m_new; lp->row[row->i] = row; } } /* set new number of rows */ lp->m = m_new; /* invalidate the basis factorization */ lp->valid = 0; return; } /*********************************************************************** * NAME * * glp_del_cols - delete columns from problem object * * SYNOPSIS * * void glp_del_cols(glp_prob *lp, int ncs, const int num[]); * * DESCRIPTION * * The routine glp_del_cols deletes columns from the specified problem * object. Ordinal numbers of columns to be deleted should be placed in * locations num[1], ..., num[ncs], where ncs > 0. * * Note that deleting columns involves changing ordinal numbers of * other columns remaining in the problem object. New ordinal numbers * of the remaining columns are assigned under the assumption that the * original order of columns is not changed. */ void glp_del_cols(glp_prob *lp, int ncs, const int num[]) { glp_tree *tree = lp->tree; GLPCOL *col; int j, k, n_new; if (tree != NULL && tree->reason != 0) xerror("glp_del_cols: operation not allowed\n"); /* mark columns to be deleted */ if (!(1 <= ncs && ncs <= lp->n)) xerror("glp_del_cols: ncs = %d; invalid number of columns\n", ncs); for (k = 1; k <= ncs; k++) { /* take the number of column to be deleted */ j = num[k]; /* obtain pointer to j-th column */ if (!(1 <= j && j <= lp->n)) xerror("glp_del_cols: num[%d] = %d; column number out of ra" "nge", k, j); col = lp->col[j]; /* check that the column is not marked yet */ if (col->j == 0) xerror("glp_del_cols: num[%d] = %d; duplicate column number" "s not allowed\n", k, j); /* erase symbolic name assigned to the column */ glp_set_col_name(lp, j, NULL); xassert(col->node == NULL); /* erase corresponding column of the constraint matrix */ glp_set_mat_col(lp, j, 0, NULL, NULL); xassert(col->ptr == NULL); /* mark the column to be deleted */ col->j = 0; /* if it is basic, invalidate the basis factorization */ if (col->stat == GLP_BS) lp->valid = 0; } /* delete all marked columns from the column list */ n_new = 0; for (j = 1; j <= lp->n; j++) { /* obtain pointer to j-th column */ col = lp->col[j]; /* check if the column is marked */ if (col->j == 0) { /* it is marked; delete it */ dmp_free_atom(lp->pool, col, sizeof(GLPCOL)); } else { /* it is not marked; keep it */ col->j = ++n_new; lp->col[col->j] = col; } } /* set new number of columns */ lp->n = n_new; /* if the basis header is still valid, adjust it */ if (lp->valid) { int m = lp->m; int *head = lp->head; for (j = 1; j <= n_new; j++) { k = lp->col[j]->bind; if (k != 0) { xassert(1 <= k && k <= m); head[k] = m + j; } } } return; } /*********************************************************************** * NAME * * glp_copy_prob - copy problem object content * * SYNOPSIS * * void glp_copy_prob(glp_prob *dest, glp_prob *prob, int names); * * DESCRIPTION * * The routine glp_copy_prob copies the content of the problem object * prob to the problem object dest. * * The parameter names is a flag. If it is non-zero, the routine also * copies all symbolic names; otherwise, if it is zero, symbolic names * are not copied. */ void glp_copy_prob(glp_prob *dest, glp_prob *prob, int names) { glp_tree *tree = dest->tree; glp_bfcp bfcp; int i, j, len, *ind; double *val; if (tree != NULL && tree->reason != 0) xerror("glp_copy_prob: operation not allowed\n"); if (dest == prob) xerror("glp_copy_prob: copying problem object to itself not al" "lowed\n"); if (!(names == GLP_ON || names == GLP_OFF)) xerror("glp_copy_prob: names = %d; invalid parameter\n", names); glp_erase_prob(dest); if (names && prob->name != NULL) glp_set_prob_name(dest, prob->name); if (names && prob->obj != NULL) glp_set_obj_name(dest, prob->obj); dest->dir = prob->dir; dest->c0 = prob->c0; if (prob->m > 0) glp_add_rows(dest, prob->m); if (prob->n > 0) glp_add_cols(dest, prob->n); glp_get_bfcp(prob, &bfcp); glp_set_bfcp(dest, &bfcp); dest->pbs_stat = prob->pbs_stat; dest->dbs_stat = prob->dbs_stat; dest->obj_val = prob->obj_val; dest->some = prob->some; dest->ipt_stat = prob->ipt_stat; dest->ipt_obj = prob->ipt_obj; dest->mip_stat = prob->mip_stat; dest->mip_obj = prob->mip_obj; for (i = 1; i <= prob->m; i++) { GLPROW *to = dest->row[i]; GLPROW *from = prob->row[i]; if (names && from->name != NULL) glp_set_row_name(dest, i, from->name); to->type = from->type; to->lb = from->lb; to->ub = from->ub; to->rii = from->rii; to->stat = from->stat; to->prim = from->prim; to->dual = from->dual; to->pval = from->pval; to->dval = from->dval; to->mipx = from->mipx; } ind = xcalloc(1+prob->m, sizeof(int)); val = xcalloc(1+prob->m, sizeof(double)); for (j = 1; j <= prob->n; j++) { GLPCOL *to = dest->col[j]; GLPCOL *from = prob->col[j]; if (names && from->name != NULL) glp_set_col_name(dest, j, from->name); to->kind = from->kind; to->type = from->type; to->lb = from->lb; to->ub = from->ub; to->coef = from->coef; len = glp_get_mat_col(prob, j, ind, val); glp_set_mat_col(dest, j, len, ind, val); to->sjj = from->sjj; to->stat = from->stat; to->prim = from->prim; to->dual = from->dual; to->pval = from->pval; to->dval = from->dval; to->mipx = from->mipx; } xfree(ind); xfree(val); return; } /*********************************************************************** * NAME * * glp_erase_prob - erase problem object content * * SYNOPSIS * * void glp_erase_prob(glp_prob *lp); * * DESCRIPTION * * The routine glp_erase_prob erases the content of the specified * problem object. The effect of this operation is the same as if the * problem object would be deleted with the routine glp_delete_prob and * then created anew with the routine glp_create_prob, with exception * that the handle (pointer) to the problem object remains valid. */ static void delete_prob(glp_prob *lp); void glp_erase_prob(glp_prob *lp) { glp_tree *tree = lp->tree; if (tree != NULL && tree->reason != 0) xerror("glp_erase_prob: operation not allowed\n"); delete_prob(lp); create_prob(lp); return; } /*********************************************************************** * NAME * * glp_delete_prob - delete problem object * * SYNOPSIS * * void glp_delete_prob(glp_prob *lp); * * DESCRIPTION * * The routine glp_delete_prob deletes the specified problem object and * frees all the memory allocated to it. */ static void delete_prob(glp_prob *lp) { lp->magic = 0x3F3F3F3F; dmp_delete_pool(lp->pool); #if 0 /* 17/XI-2009 */ xfree(lp->cps); #else if (lp->parms != NULL) xfree(lp->parms); #endif xassert(lp->tree == NULL); #if 0 if (lp->cwa != NULL) xfree(lp->cwa); #endif xfree(lp->row); xfree(lp->col); if (lp->r_tree != NULL) avl_delete_tree(lp->r_tree); if (lp->c_tree != NULL) avl_delete_tree(lp->c_tree); xfree(lp->head); if (lp->bfcp != NULL) xfree(lp->bfcp); if (lp->bfd != NULL) bfd_delete_it(lp->bfd); return; } void glp_delete_prob(glp_prob *lp) { glp_tree *tree = lp->tree; if (tree != NULL && tree->reason != 0) xerror("glp_delete_prob: operation not allowed\n"); delete_prob(lp); xfree(lp); return; } /* eof */